Rafael Serrano : Citation Profile

Universidad del Rosario

1

H index

0

i10 index

3

Citations

RESEARCH PRODUCTION:

4

Articles

10

Papers

RESEARCH ACTIVITY:

   11 years (2014 - 2025). See details.
   Cites by year: 0
   Journals where Rafael Serrano has often published
   Relations with other researchers
   Recent citing documents: 2.    Total self citations: 1 (25 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pse775
   Updated: 2026-03-28    RAS profile: 2024-12-09    
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Relations with other researchers

Works with:

Christensen, Bent Jesper (2)

Parra-Alvarez, Juan (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Rafael Serrano.

Is cited by:

Li, Youwei (1)

Cites to:

Wang, Neng (7)

He, Hua (5)

He, Hua (5)

Liu, Hong (3)

Prigent, Jean-Luc (3)

Horst, Ulrich (2)

Rogers, Leonard (2)

Siu, Tak Kuen (2)

Kimball, Miles (2)

Zhang, Lihong (2)

Veraart, Almut (2)

Main data

Where Rafael Serrano has published?

Working Papers Series with more than one paper published# docs
Papers / arXiv.org5
Documentos de Trabajo / Universidad del Rosario3

Recent works citing Rafael Serrano (2025 and 2024)

YearTitle of citing document
2025Job switching and bequest motives in an optimal consumption–investment model under inflation and mortality risks. (2025). Yoon, Ji-Hun ; Shin, Yong Hyun ; Li, QI. In: Economic Modelling. RePEc:eee:ecmode:v:153:y:2025:i:c:s0264999325003025.

Full description at Econpapers || Download paper

2026Optimal dividend and scale of business strategies with reinsurance and premium pricing for insurance company. (2026). Li, Youwei ; Wang, Yizhi ; Xu, Xin ; Yao, Dingjun ; Yang, BO. In: European Journal of Operational Research. RePEc:eee:ejores:v:328:y:2026:i:2:p:694-703.

Full description at Econpapers || Download paper

Works by Rafael Serrano:

YearTitleTypeCited
2020Optimal control of investment, premium and deductible for a non-life insurance company In: CREATES Research Papers.
[Full Text][Citation analysis]		paper2
2021Optimal control of investment, premium and deductible for a non-life insurance company.(2021) In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2014Martingale approach to optimal portfolio-consumption problems in Markov-modulated pure-jump models In: Papers.
[Full Text][Citation analysis]		paper0
2015Utility maximization in pure-jump models driven by marked point processes and nonlinear wealth dynamics In: Papers.
[Full Text][Citation analysis]		paper0
2021ALM for insurers with multiple underwriting lines and portfolio constraints: a Lagrangian duality approach In: Papers.
[Full Text][Citation analysis]		paper0
2024Existence of optimal controls for stochastic Volterra equations In: Papers.
[Full Text][Citation analysis]		paper0
2023Optimal investment with insurable background risk and nonlinear portfolio allocation frictions In: Papers.
[Full Text][Citation analysis]		paper0
2023Optimal investment with insurable background risk and nonlinear portfolio allocation frictions.(2023) In: Documentos de Trabajo.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2025Optimal investment with insurable background risk and nonlinear portfolio allocation frictions.(2025) In: Applied Mathematics and Computation.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2014Ecuaciones Diferenciales Estocásticas con Condición Final y Soluciones de Viscosidad de EDPS Semilineales de Segundo Orden In: Documentos de Trabajo.
[Full Text][Citation analysis]		paper0
2014Dynamic programming for stochastic target problems, Viscosity solutions and hedging in markets with Portfolio constraints and large investors In: Documentos de Trabajo.
[Full Text][Citation analysis]		paper0
2023Climbing the income ladder: Search and investment in a regime-switching affine income model In: Finance Research Letters.
[Full Text][Citation analysis]		article1
2022Existence of optimal controls for stochastic Volterra equations In: Working Papers.
[Full Text][Citation analysis]		paper0
2021PORTFOLIO ALLOCATION IN A LEVY-TYPE JUMP-DIFFUSION MODEL WITH NONLIFE INSURANCE RISK In: International Journal of Theoretical and Applied Finance (IJTAF).
[Full Text][Citation analysis]		article0

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